The application of the BS algorithm has been investigated in panel data segmentation problems
based on first- [1]} and second-order [2]} properties,
as well as under a factor model [3]}.
The WBS algorithm has been adopted for
multiple change point detection in the mean [4]} and
the covariance [5]} of high-dimensional panel data
in combination with data-driven projections,
and also adopted in regression settings [6]}.
[7]} and [8]} propose graph-based change point tests
for non-Euclidean and high-dimensional data,
and the latter paper heuristically discusses their extensions to data segmentation problems
in combination with BS and WBS.
[9]} adopt the MOSUM procedure for panel data segmentation in the mean,
and a MOSUM-type screening strategy has also been adopted in [10]}
for change point detection in dynamic networks.
The \(\ell _0\) -penalisation method has been adopted in regression [11]}, [12]}
and vector autoregression [13]} settings,
and the \(\ell _1\) -penalisation method, together with an information criterion-based model selection,
has been applied to time series segmentation under vector autoregressive models
[14]}, [15]}, [16]}.
